Stochastic Impulsive Control Problems for Degenerate Reflected Diffusions
J. L. Menaldi · 1982
In this paper we give a characterization of the optimal cost of a stopping time problem (resp. impulse control problem) as the solution of a variational (resp. quasi-variational) inequality without assuming coercivity. The evolution case under Neumann boundary conditions is treated by combining the analytic and probabilistic methods.